On my keyboard (Belgian layout), I have the pipe symbol at ALT-SHIFT-L and the curly braces at ALT-N.
Sure, I had to look for them too.
It is indeed sad that they are not printed on the keyboard themselves...
But since I know where they're located, it isn't a problem for me anymore.
With the keyboard viewer, you can find more of these "hidden keys".

until you realise there is no pipe symbol on it, or curly braces or tilde (~).

I don't know azerty keyboards but I would be very suprised if this is true (e. g. on swiss-german QWERTY keyboards, you'll find | on [OPTION]+[7] and ~ on [OPTION]+[n], which is not obvious when you're used to Windows or Unix).

A good way to find symbols on the keyboard is to activate the input menu on the menu bar (in 10.3.9: System Preferences > International > Input Menu > "Show input menu in menu bar" ==> flag of the currently activated keyboard layout appears in the menu bar), then choose "Show keyboard viewer" from the menu unter the flag. Holding special keys like [OPTION] will show you the keyboard layout with special keys pressed.